+75.7%
VT vs MAGS
+180.2%
-104.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -2.3% | -1.4% | -0.9% | -1.7% |
| 30D | -5.0% | -8.4% | +3.4% | -1.3% |
| 3M | -4.9% | -1.5% | -3.3% | -4.3% |
| 6M | -1.5% | -1.4% | -0.2% | -1.2% |
| YTD | +8.5% | +2.4% | +6.1% | +6.8% |
| 1Y | +11.4% | +3.5% | +7.9% | +9.1% |
| 3Y | +70.1% | +125.3% | -55.2% | +19.5% |
| All | +75.7% | +180.2% | -104.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling